Risk Parity was dealt a heavy blow underperforming a more traditional 60/40 diversified portfolio allocation since January 2020. Risk parity managers claim that the strategy performs well in all major economic environments. So why is it performing so abysmally now?
Risk Parity was dealt a heavy blow underperforming a more traditional 60/40 diversified portfolio allocation since January 2020. Risk parity managers claim that the strategy performs well in all major economic environments. So why is it performing so abysmally now?
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